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	param	t-stat
$ω$	0.0311	3.54
$α$	0.0000	0.00
$β$	0.9213	150.72
$γ$	0.1267	6.76

V-Lab

iShares Factors US Value Style ETF GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Factors US Value Style ETF Analyses